GUDIX vs. PDI
Compare and contrast key facts about Guggenheim Diversified Income Fund (GUDIX) and PIMCO Dynamic Income Fund (PDI).
GUDIX is managed by Guggenheim. It was launched on Jan 28, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GUDIX or PDI.
Key characteristics
| GUDIX | PDI | |
|---|---|---|
| YTD Return | 0.24% | 23.36% |
| 1Y Return | 6.91% | 30.87% |
| 3Y Return (Ann) | -0.16% | 4.10% |
| 5Y Return (Ann) | 3.19% | 2.04% |
| Sharpe Ratio | 2.76 | 2.89 |
| Sortino Ratio | 6.55 | 3.40 |
| Omega Ratio | 3.27 | 1.68 |
| Calmar Ratio | 0.97 | 1.51 |
| Martin Ratio | 18.47 | 16.81 |
| Ulcer Index | 0.41% | 1.84% |
| Daily Std Dev | 2.69% | 10.67% |
| Max Drawdown | -19.80% | -46.47% |
| Current Drawdown | -1.39% | -4.26% |
Correlation
The correlation between GUDIX and PDI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GUDIX vs. PDI - Performance Comparison
In the year-to-date period, GUDIX achieves a 0.24% return, which is significantly lower than PDI's 23.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GUDIX vs. PDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Diversified Income Fund (GUDIX) and PIMCO Dynamic Income Fund (PDI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
GUDIX vs. PDI - Dividend Comparison
GUDIX's dividend yield for the trailing twelve months is around 100.80%, more than PDI's 13.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUDIX Guggenheim Diversified Income Fund | 100.80% | 3.98% | 3.49% | 3.49% | 3.36% | 3.44% | 3.42% | 3.99% | 3.62% | 0.00% | 0.00% | 0.00% |
PDI PIMCO Dynamic Income Fund | 13.42% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
Drawdowns
GUDIX vs. PDI - Drawdown Comparison
The maximum GUDIX drawdown since its inception was -19.80%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for GUDIX and PDI. For additional features, visit the drawdowns tool.
Volatility
GUDIX vs. PDI - Volatility Comparison
The current volatility for Guggenheim Diversified Income Fund (GUDIX) is 0.00%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.47%. This indicates that GUDIX experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.